-19.9%
USAR vs MAGS
+127.1%
-147.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | +8.8% | +3.0% | +5.8% | +7.8% |
| 30D | -28.5% | -7.3% | -21.1% | -26.6% |
| 3M | -56.2% | +1.7% | -57.9% | -56.1% |
| 6M | -68.4% | -0.4% | -68.0% | -68.2% |
| YTD | -32.2% | +4.4% | -36.6% | -32.9% |
| 1Y | -52.3% | +5.1% | -57.4% | -52.8% |
| 3Y | -21.2% | +122.6% | -143.8% | -18.1% |
| All | -19.9% | +127.1% | -147.0% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling